Place a 10-inch omelette pan in a 500°F (260°C) oven for 5 minutes.
Meanwhile, snap off and discard tough ends of asparagus: then set asparagus aside.
Pour oil into pan and swirl to coat pan bottom evenly: then use tongs to roll asparagus in oil.
Return pan to oven and bake until asparagus is tender-crisp to bite (5 to 7 minutes).
Season to taste with salt and pepper.
Just before serving, drizzle with vinegar and sprinkle with cheese.